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Business Mathematics and Statistics · Ch 7 — Integration

Definite Integrals and Their Properties

5

Definite Integrals and Their Properties

Every integral so far in this chapter has been an INDEFINITE integral — a family of functions, ending in +C+C. A definite integral instead carries two limits and evaluates to a single NUMBER, with no constant of integration left in the final answer.

Notation

The definite integral of f(x)f(x) from x=ax=a to x=bx=b is written

∫abf(x) dx\int_{a}^{b} f(x)\,dx

where aa is the lower limit and bb is the upper limit.

The Fundamental Theorem of Integral Calculus

Note

Statement

If f(x)f(x) is continuous on [a,b][a,b] and F(x)F(x) is ANY antiderivative of f(x)f(x) (i.e. F′(x)=f(x)F'(x)=f(x)), then

∫abf(x) dx=F(b)−F(a)\int_{a}^{b} f(x)\,dx = F(b) - F(a)

This is often written with the shorthand [F(x)]ab\big[F(x)\big]_{a}^{b}.

Why the constant of integration disappears: if F(x)+CF(x)+C is used instead of F(x)F(x), the constant cancels automatically — [F(x)+C]ab=(F(b)+C)−(F(a)+C)=F(b)−F(a)\big[F(x)+C\big]_{a}^{b} = \big(F(b)+C\big)-\big(F(a)+C\big) = F(b)-F(a) — which is exactly why CC is never written when evaluating a definite integral.

Three properties used throughout this chapter

  1. Reversing the limits changes the sign: ∫abf(x) dx=−∫baf(x) dx\displaystyle\int_{a}^{b} f(x)\,dx = -\int_{b}^{a} f(x)\,dx.
  2. Equal limits give zero: ∫aaf(x) dx=0\displaystyle\int_{a}^{a} f(x)\,dx = 0 (there is no interval to accumulate over).
  3. Additivity over sub-intervals: for any point cc between aa and bb, ∫abf(x) dx=∫acf(x) dx+∫cbf(x) dx\displaystyle\int_{a}^{b} f(x)\,dx = \int_{a}^{c} f(x)\,dx + \int_{c}^{b} f(x)\,dx — the integral over the whole interval equals the sum of the integrals over the pieces.

Worked pattern …

Definition 1Definite Integral

∫abf(x) dx\int_{a}^{b}f(x)\,dx — the NET signed value of ff accumulated from x=ax=a to x=bx=b; evaluates to a single number, unlike the indefinite integ …

Definition 2Fundamental Theorem of Integral Calculus

For ff continuous on [a,b][a,b] and FF any antiderivative of ff: ∫abf(x) dx=F(b)−F(a)\int_{a}^{b}f(x)\,dx = F(b)-F(a). The constant of integration cancels in this subtraction and is never w …